+979.6%
ASML vs NTR
+103.6%
+876.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +6.0% | +3.8% | +2.1% | +4.6% |
| 30D | +1.4% | +25.2% | -23.9% | -6.3% |
| 3M | +1.0% | +21.0% | -20.0% | -5.9% |
| 6M | +37.0% | +7.6% | +29.4% | +31.3% |
| YTD | +65.8% | +32.9% | +32.9% | +45.7% |
| 1Y | +123.1% | +43.1% | +80.0% | +89.0% |
| 3Y | +188.2% | +41.6% | +146.6% | +138.7% |
| 5Y | +115.6% | +54.8% | +60.8% | +57.2% |
| All | +979.6% | +103.6% | +876.0% | +537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling